ARCH-LM test (x² [8] )

Normality test (J.B.)

No remaining nonlinearity test (P-value)

Parameter constancy test (F-value)

Model 1

3.497

0.499

0.513

1.432

Model 2

8.553

4.341

0.667

0.388

Model 3

8.174

0.196

0.644

0.913

Model 4

6.597

1.996

0.993

1.463

Model 5

7.733

1.135

0.838

1.671

Model 6

13.026

1.284

0.856

0.349